Clustering techniques for the detection of business cycles

Winfried Theis and Claus Weihs

No 1999,40, Technical Reports from Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen

Abstract: In this paper business cycles are considered as a multivariate phenomenon and not as a univariate one determined e.g. by the GNP. The subject is to look for the number of phases of a business cycle, which can be motivated by the number of clusters in a given dataset of macro-economic variables. Different approaches to distances in the data are tried in a fuzzy cluster analysis to pursue this goal.

Keywords: Business cycles; cluster analysis; fuzzy clustering (search for similar items in EconPapers)
Date: 1999
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Persistent link: https://EconPapers.repec.org/RePEc:zbw:sfb475:199940

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